+34.7%
XLC vs CF
+125.5%
-90.8%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +6.2% | -6.8% | -1.0% |
| 7D | +3.1% | +0.4% | +2.7% | +3.0% |
| 30D | -6.5% | +2.2% | -8.7% | -6.7% |
| 3M | -5.6% | +2.1% | -7.7% | -5.9% |
| 6M | -9.2% | -6.5% | -2.7% | -9.1% |
| YTD | -10.6% | +55.6% | -66.1% | -15.6% |
| 1Y | -6.9% | +42.3% | -49.2% | -11.3% |
| 3Y | +59.9% | +55.7% | +4.1% | +48.8% |
| 5Y | +34.7% | +122.4% | -87.8% | +14.2% |
| All | +34.7% | +125.5% | -90.8% | +14.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CF.
Daily Out/Under-Performance
Portfolio return minus CF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CF return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded CF wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling